Changing a window into a door is really not that difficult as the framing to support the opening is already in place. However a few things must be considered first. Normally outside doors require an opening a bit larger then your normal window framing provides. Not a big deal but will require some interior carpentry to make the opening larger.
You must also consider if there is any electrical wires running under and across the bottom the the current window. What about heat system or possible pipes? If there is no obstructions you can get this done in about one day with an experienced contractor.
But your not done yet, You will also need steps, railings and a footing to support these if your not on a slab at grade level.
All said and done, Prices can vary greatly all depending upon the type of door, type of siding, age of home, step requirements etc. I would think you would spend around $2000 for everything once complete. But without knowing more about your home this is simply a guess, It could be lower or much higher. Some doors alone can cost that much and more.

I did one of these a couple of years back....part of the process required removing an 8" high concrete sill or "curb" to allow the threshold to set flat with the rest of the floor. Needless to say removing concrete is no picnic.